+78.9%
INFY vs SYF
+258.4%
-179.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | -5.4% | -4.9% | -0.5% | -4.0% |
| 30D | -9.9% | -4.3% | -5.5% | -8.7% |
| 3M | -4.6% | +5.5% | -10.1% | -6.4% |
| 6M | -18.5% | +17.5% | -36.0% | -22.6% |
| YTD | -36.5% | -7.8% | -28.8% | -35.6% |
| 1Y | -32.8% | +1.6% | -34.4% | -33.7% |
| 3Y | -32.2% | +154.8% | -187.0% | -50.5% |
| 5Y | -44.7% | +79.5% | -124.1% | -56.6% |
| All | +78.9% | +258.4% | -179.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling